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Normal approximations by Stein's method

Stein's method for normal approximations is explained, with some examples and applications. In the study of the asymptotic distribution of the sum of dependent random variables, Stein's method may be a very useful tool. We have attempted to write an elementary introduction. For more advanced introductions to Stein's method, see Stein (1986), Barbour (1997) and Chen (1998).
Year of publication:
2000-07-24
Authors: Rinott, Yosef ; Rotar, Vladimir
Published in:
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 23.2000, 1, p. 15-29
Publisher: Springer
Extent:
application/pdf
Type of publication: Article
Notes:
Received: 6 December 1999
Source:
Persistent link: https://www.econbiz.de/10005622604
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